Details about Li Chen

Access statistics for papers by Li Chen.

Last updated 2011-08-14. Update your information in the RePEc Author Service.

Short-id: pch120

Working Papers

2003

1. A Simple Model for Credit Migration and Spread Curves
   Finance, University Library of Munich, Germany View citations (5)
2. Consistency Problems For Jump-Diffusion Models
   Finance, University Library of Munich, Germany
3. Credit Derivatives in an Affine Framework
   Finance, University Library of Munich, Germany View citations (4)
4. Credit Risk Modeling and the Term Structure of Credit Spreads
   Finance, University Library of Munich, Germany
5. Information Asymmetry, Corporate Debt Financing and Optimal Investment Decisions: A Reduced Form Approach
   Finance, University Library of Munich, Germany
6. Markovian Quadratic Term Structure Models For Risk-free And Defaultable Rates
   Finance, University Library of Munich, Germany View citations (21)
7. Modeling Credit Risk by Affine Processes
   Finance, University Library of Munich, Germany View citations (1)
8. Pricing Credit Default Swaps Under Default Correlations and Counterparty Risk
   Finance, University Library of Munich, Germany View citations (2)
9. Projecting the Forward Rate Flow on a Finite Dimensional Manifold
   Finance, University Library of Munich, Germany View citations (2)

2002

10. A General Characterization of Quadratic Term Structure Models
    Finance, University Library of Munich, Germany View citations (3)
11. Parametric Estimation of Quadratic Term Structure Models of Interest Rate
    Econometrics, University Library of Munich, Germany View citations (1)

Journal Articles

2018

1. How Well Does Agency Theory Explain Executive Compensation?
   Review, 2018, 100, (3), 201-36 View citations (2)